Har

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Trying to learn statistics, haphazardly.

	677 reputation	bio	website		visits	member for	1 year, 10 months
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Mar 18	answered	Asymmetric S-shaped function mapping interval $[0, 1]$ to interval $[0, 1]$
Jun 30	awarded	Yearling
May 2	awarded	Critic
Aug 4	awarded	Organizer
Aug 4	revised	Probability of an event that is not measureable fixed a spelling error in the tag
Aug 4	suggested	suggested edit on Probability of an event that is not measureable
Aug 4	revised	Probability of an event that is not measureable added 399 characters in body
Aug 3	answered	Probability of an event that is not measureable
Jul 31	accepted	Intuition behind why Stein's paradox only applies in dimensions $\ge 3$
Jul 30	comment	Intuition behind why Stein's paradox only applies in dimensions $\ge 3$ Actually, something like this is what I hoped to. A connection to another field of mathematics (be it differential geometry or stochastic processes) which shows that the admissibility for $n=2$ was not just a fluke. Great answer!
Jul 29	awarded	Commentator
Jul 29	comment	Mathematical reference for the convergence in distribution of the Gibbs sampler In my personal experience, mathematicians also take a delight in avoiding sledge hammers (non-complex proofs of the prime number theorem comes to mind)! :) I would imagine that a finite-state Markov chain could be proven along the lines of the Bernoulli case outlined by Casella-George. So I guess Casella-George suitably adapted is a proof of convergence for distributions on finite (and perhaps discrete) sets (which is a nice, but a bit small, class of distributions admittedly).
Jul 29	comment	Mathematical reference for the convergence in distribution of the Gibbs sampler That is my also suspicion, which is why I am hoping that somewhere someone has written a Markov chain theory text which culminates with proving some properties of a Gibbs sampler. But perhaps using full-blown Markov chain theory is using a sledgehammer to kill a mosquito, and there is a simpler proof (in the sense that it doesn't depend on too much Markov chain machinery).
Jul 29	revised	Mathematical reference for the convergence in distribution of the Gibbs sampler added 118 characters in body
Jul 29	comment	Intuition behind why Stein's paradox only applies in dimensions $\ge 3$ That'd be great. I'll try to share my thoughts as well, which are not exactly enlightened, but at least somewhat clearer than a few days ago.
Jul 29	asked	Mathematical reference for the convergence in distribution of the Gibbs sampler
Jul 28	awarded	Nice Question
Jul 28	revised	Intuition behind why Stein's paradox only applies in dimensions $\ge 3$ added 62 characters in body
Jul 28	comment	Intuition behind why Stein's paradox only applies in dimensions $\ge 3$ As you point out, it is of course not the main condition, only one of the reasons one might suspect that shrinking the estimate is a good idea. In Stein's original paper, he takes this as the starting point for the intuitive discussion and shows that the problem gets even worse in higher dimensions. I'll update the text accordingly.
Jul 27	comment	Intuition behind why Stein's paradox only applies in dimensions $\ge 3$ @probabilityislogic and cardinal Would you guys mind elaborating? :) I'm curious but I don't see exactly what you mean.